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Stress-testing macro stress testing: Does it live up to expectations?

  • Published:2014-06 Issue: Volume:12 Page:3-15
  • ISSN:1572-3089
  • Container-title:Journal of Financial Stability
  • language:en
  • Short-container-title:Journal of Financial Stability

Author:

Borio Claudio,Drehmann Mathias,Tsatsaronis Kostas

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference81 articles.

1. Internal rationality, imperfect market knowledge and asset prices;Adam;Journal of Economic Theory,2011

2. Booms and busts in asset prices;Adam,2012

3. Funding liquidity risk in a quantitative model of systemic stability;Aikman,2009

4. Real time early warning indicators for costly asset price boom/bust cycles: a role for global liquidity;Alessi,2009

5. Macro stress tests and crises: What can we learn?;Alfaro;BIS Quarterly Review,2009

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